Supplement to "Estimation and Inference with Weak, Semi-strong, and Strong Identification"

This appendix includes (i) a heuristic description of the approach of the paper, (ii) additional assumptions, (iii) proofs, and (iv) verification of the assumptions, additional tables and figures, and simulation details for (a) the ARMA (1,1) model, (b) the nonlinear regression model, and (c) the LIML example. 

Supplemental Authors: 
Donald W.K. Andrews and Xu Cheng
proofs

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